+87.8%
ZTS vs MTSI
+465.0%
-377.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.6% |
| 7D | +5.6% | +10.0% | -4.4% | +4.4% |
| 30D | +12.1% | -20.3% | +32.4% | +14.1% |
| 3M | +11.3% | -24.4% | +35.7% | +13.2% |
| 6M | +14.3% | -39.2% | +53.5% | +18.2% |
| YTD | -31.9% | +35.5% | -67.4% | -38.0% |
| 1Y | -29.3% | +43.0% | -72.3% | -36.3% |
| 3Y | -48.0% | +196.3% | -244.3% | -59.5% |
| 5Y | -58.9% | +210.0% | -268.9% | -68.8% |
| All | +87.8% | +465.0% | -377.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling